Oh, to answer your question Dragon, unless they are in a situation where it's impossible, let them know escape is an option, then if they chose to, don't have the monsters chase them. Otherwise, try to make it so they don't die, but maybe they're just captured, and then you can play off of that. There's always room in a dungeon for on the spot improvisation, but always try to follow the module, unless it's completely stupid and boring. I find you can make any module interesting just by adding your own ideas to what's already there, it's easy if you have a lot of creativity. (it also makes buying the modules easier, since you don't have to be particularly picky, unless it's a classic module, like one that was written by one of the original writers and revised for 3.5, those are usually some of the best out there)
Well, try to make sure they're balanced, and that something interesting is going on, not just hack and slay, disarm the trap, get the treasure, and move on to the next room, unless it's a hardcore Dungeon Crawl. Aside from that, however you want to do it, there's really no right or wrong way to do it. Is there anything else?
Alright, you're at the fort, what are you going to do now?